+96.9%
FTNT vs THC
+40.1%
+56.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.1% |
| 7D | +1.7% | +4.1% | -2.3% | +1.8% |
| 30D | -4.3% | +3.5% | -7.8% | -4.2% |
| 3M | +13.6% | +61.7% | -48.1% | +13.8% |
| 6M | +87.6% | +11.8% | +75.7% | +90.7% |
| YTD | +98.0% | +35.4% | +62.6% | +97.9% |
| 1Y | +96.9% | +37.0% | +59.9% | +96.1% |
| All | +96.9% | +40.1% | +56.8% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling